In terms of him lasting longer, if he has an orgasm before you have sex (masturbating, or you helping him have one) he'll last longer the 2nd time around.
In terms of him hurting you while fingering him, you should let him know. Everybody's body is different, and yours might be a bit more sensitive than average or he might just be going too hard on you, either way you should let him know. This goes for everything sex related, if you like something let him know and if you don't like something, again, let him know.